BNP Paribas Put 105 EMR 20.09.2024
/ DE000PC39EL6
BNP Paribas Put 105 EMR 20.09.202.../ DE000PC39EL6 /
7/30/2024 8:19:26 AM |
Chg.-0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-9.09% |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
105.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
PC39EL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-90.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
-1.18 |
Time value: |
0.12 |
Break-even: |
95.85 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
1.21 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
-0.16 |
Theta: |
-0.03 |
Omega: |
-14.19 |
Rho: |
-0.03 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-64.29% |
3 Months |
|
|
-75.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.090 |
1M High / 1M Low: |
0.290 |
0.076 |
6M High / 6M Low: |
1.280 |
0.076 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.378 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
356.79% |
Volatility 6M: |
|
240.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |